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Citations for "Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series"

by Chow, Gregory C & Lin, An-loh

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  1. Hayo, Bernd, 1999. "Estimating a European Demand for Money," Scottish Journal of Political Economy, Scottish Economic Society, vol. 46(3), pages 221-44, August.
  2. Eskeland, Gunnar S. & Feyzioglu, Tarhan N., 1997. "Is demand for polluting goods manageable? An econometric study of car ownership and use in Mexico," Journal of Development Economics, Elsevier, vol. 53(2), pages 423-445, August.
  3. Khieu Van, Hoang, 2013. "The effects of the real exchange rate on the trade balance: Is there a J-curve for Vietnam? A VAR approach," MPRA Paper 54490, University Library of Munich, Germany, revised 16 Jul 2013.
  4. Willie Lahari, 2010. "Permanent and Transitory Shocks among Pacific Island Economies - Prospects for a Pacific Islands Currency Union," Working Papers 1001, University of Otago, Department of Economics, revised Feb 2010.
  5. Santos Silva, J. M. C. & Cardoso, F. N., 2001. "The Chow-Lin method using dynamic models," Economic Modelling, Elsevier, vol. 18(2), pages 269-280, April.
  6. Byeongchan Seong & Sung K. Ahn & Peter Zadrozny, 2007. "Cointegration Analysis with Mixed-Frequency Data," CESifo Working Paper Series 1939, CESifo Group Munich.
  7. Campbell Leith & Jim Malley, 2007. "A Sectoral Analysis of Price-Setting Behavior in U.S. Manufacturing Industries," The Review of Economics and Statistics, MIT Press, vol. 89(2), pages 335-342, May.
  8. Gonzalez, Cristian, 2007. "Alternative Methodologies for Social Assessment of Environmental Projects," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 8(4), pages 103-124.
  9. Dong Fu & Lori L. Taylor & Mine K. Yücel, 2003. "Fiscal policy and growth," Working Papers 0301, Federal Reserve Bank of Dallas.
  10. Samuel S. Kortum & Jonathan Eaton & Brent Neiman & John Romalis, 2010. "Trade and the Global Recession," DEGIT Conference Papers c015_002, DEGIT, Dynamics, Economic Growth, and International Trade.
  11. Emanuel Mönch & Harald Uhlig, 2005. "Towards a Monthly Business Cycle Chronology for the Euro Area," Journal of Business Cycle Measurement and Analysis, OECD Publishing,CIRET, vol. 2005(1), pages 43-69.
  12. Chih‐Nan Chen & Tsutomu Watanabe & Tomoyoshi Yabu, 2012. "A New Method for Identifying the Effects of Foreign Exchange Interventions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(8), pages 1507-1533, December.
  13. Thomas Doan & Robert B. Litterman & Christopher A. Sims, 1983. "Forecasting and Conditional Projection Using Realistic Prior Distributions," NBER Working Papers 1202, National Bureau of Economic Research, Inc.
  14. Caporale, Guglielmo Maria & Ciferri, Davide & Girardi, Alessandro, 2011. "Fiscal shocks and real exchange rate dynamics: Some evidence for Latin America," Journal of International Money and Finance, Elsevier, vol. 30(5), pages 709-723, September.
  15. Klaus Abberger & Wolfgang Nierhaus, 2010. "The Ifo Business Cycle Clock: Circular Correlation with the Real GDP," CESifo Working Paper Series 3179, CESifo Group Munich.
  16. Benati, Luca, 2007. "Drift and breaks in labor productivity," Journal of Economic Dynamics and Control, Elsevier, vol. 31(8), pages 2847-2877, August.
  17. Yin-Wong Cheung & XingWang Qian, 2010. "Capital Flight: China's Experience," Review of Development Economics, Wiley Blackwell, vol. 14(2), pages 227-247, 05.
  18. Rafael Cavalcanti De Araújo & Cleomar Gomes Da Silva, 2014. "The Neutral Interest Rate And The Stance Of Monetary Policy In Brazil," Anais do XLI Encontro Nacional de Economia [Proceedings of the 41th Brazilian Economics Meeting] 051, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  19. Pedro M. G. Martins, 2010. "Do Capital Inflows Hinder Competitiveness? The Real Exchange Rate in Ethiopia," Working Paper Series 1110, Department of Economics, University of Sussex.
  20. Ben S. Bernanke & Mark Gertler & Mark Watson, 1997. "Systematic Monetary Policy and the Effects of Oil Price Shocks," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 28(1), pages 91-157.
  21. Attilio Zanetti, 2007. "Do Wages Lead Inflation? Swiss Evidence," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 143(I), pages 67-92, March.
  22. Thomas Walker & David Norman, 2004. "Co-movement of Australian State Business Cycles," Econometric Society 2004 Australasian Meetings 334, Econometric Society.
  23. Bruno Chiarini & Elisabetta Marzano & Friedrich Schneider, 2013. "Tax rates and tax evasion: an empirical analysis of the long-run aspects in Italy," European Journal of Law and Economics, Springer, vol. 35(2), pages 273-293, April.
  24. Kim, Inbae & Salemi, Michael K., 2000. "Estimation and simulation of risk premia in equity and foreign exchange markets," Journal of International Money and Finance, Elsevier, vol. 19(4), pages 561-582, August.
  25. Martin D.D. Evans, 2005. "Where Are We Now? Real-Time Estimates of the Macro Economy," NBER Working Papers 11064, National Bureau of Economic Research, Inc.
  26. Roush, Jennifer E., 2007. "The expectations theory works for monetary policy shocks," Journal of Monetary Economics, Elsevier, vol. 54(6), pages 1631-1643, September.
  27. Tsang, Shu-ki & Ma, Yue, 2002. "Currency substitution and speculative attacks on a currency board system," Journal of International Money and Finance, Elsevier, vol. 21(1), pages 53-78, February.
  28. Kim Kowalewski & Gary Smith, 1979. "The Spending Behavior of Wealth- and Liquidity-Constrained Consumers," Cowles Foundation Discussion Papers 536, Cowles Foundation for Research in Economics, Yale University.
  29. Altissimo, Filippo & Cristadoro, Riccardo & Forni, Mario & Lippi, Marco & Veronese, Giovanni, 2006. "New EuroCOIN: Tracking Economic Growth in Real Time," CEPR Discussion Papers 5633, C.E.P.R. Discussion Papers.
  30. Angelini, Elena & Henry, Jérôme & Marcellino, Massimiliano, 2004. "Interpolation and Backdating with A Large Information Set," CEPR Discussion Papers 4533, C.E.P.R. Discussion Papers.
  31. Thanabalasingam Vinayagathasan, 2013. "Monetary Policy and the Real Economy: A Structural VAR Approach for Sri Lanka," GRIPS Discussion Papers 13-13, National Graduate Institute for Policy Studies.
  32. Shapiro, Matthew D, 1986. "Capital Utilization and Capital Accumulation: Theory and Evidence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 1(3), pages 211-34, July.
  33. Kim, Iljoong & Kim, Inbae, 2008. "Interest group pressure explanations for the yen-dollar exchange rate movements: Focusing on the 1980s," Journal of the Japanese and International Economies, Elsevier, vol. 22(3), pages 364-382, September.
  34. Berument, Hakan & Dogan, Nukhet & Tansel, Aysit, 2008. "Macroeconomic Policy and Unemployment by Economic Activity: Evidence from Turkey," IZA Discussion Papers 3461, Institute for the Study of Labor (IZA).
  35. Schumacher, Christian & Breitung, Jörg, 2008. "Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data," International Journal of Forecasting, Elsevier, vol. 24(3), pages 386-398.
  36. Jan J J Groen & Ravi Balakrishnan, 2005. "Asset price based estimates of sterling exchange rate risk premia," Bank of England working papers 250, Bank of England.
  37. Georgiadis, Georgios, 2014. "Towards an explanation of cross-country asymmetries in monetary transmission," Journal of Macroeconomics, Elsevier, vol. 39(PA), pages 66-84.
  38. Ramon Moreno, 1989. "Exchange rates and trade adjustment in Taiwan and Korea," Economic Review, Federal Reserve Bank of San Francisco, issue Spr, pages 30-48.
  39. De Loubens, A. & Idier, J. & Jardet, C., 2007. "Determinants of long-term interest rates in the United States and the euro area: A multivariate approach," Working papers 170, Banque de France.
  40. Gudmundur Gudmundsson, 2001. "Calculation of flows and disaggregation of accumulated values," Economics wp13_gudmundur, Department of Economics, Central bank of Iceland.
  41. Robert J. Gordon, 1983. "Price Inertia and Policy Ineffectiveness in the United States, 1890-1980," NBER Working Papers 0744, National Bureau of Economic Research, Inc.
  42. Lopez, Rigoberto A. & Azzam, Azzeddine M. & Liron-Espana, Carmen, 2001. "Market Power and/or Efficiency: An Application to U.S. Food Processing," Research Reports 25160, University of Connecticut, Food Marketing Policy Center.
  43. James Mitchell & Solomos Solomou & Martin Weale, 2011. "Monthly GDP Estimates for Inter-War Britain," CESifo Working Paper Series 3602, CESifo Group Munich.
  44. Sandra Bilek-Steindl, 2011. "On the Change in the Austrian Business Cycle," WIFO Working Papers 384, WIFO.
  45. Victor Zarnowitz & Phillip Braun, 1989. "Major Macroeconomic Variables and Leading Indexes: Some Estimates of Their Interrelations, 1886-1982," NBER Working Papers 2812, National Bureau of Economic Research, Inc.
  46. Patrick Fève & Julien Matheron & Jean-Guillaume Sahuc, 2010. "Disinflation Shocks in the Eurozone: A DSGE Perspective," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(2-3), pages 289-323, 03.
  47. Zhang, Chengsi & Murasawa, Yasutomo, 2012. "Multivariate model-based gap measures and a new Phillips curve for China," China Economic Review, Elsevier, vol. 23(1), pages 60-70.
  48. Elisa Keller, 2007. "Classical and Bayesian Methods for the VAR Analysis: International Comparisons," Rivista di Politica Economica, SIPI Spa, vol. 97(6), pages 149-202, November-.
  49. Roberto S. Mariano & Yasutomo Murasawa, 2004. "Constructing a Coincident Index of Business Cycles without Assuming a One-factor Model," Working Papers 22-2004, Singapore Management University, School of Economics, revised Oct 2004.
  50. Pablo Marshall, 1986. "Predicción de Inflación con Modelos de Series de Tiempo Múltiples," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 23(68), pages 101-118.
  51. Angelini, Elena & Marcellino, Massimiliano, 2011. "Econometric analyses with backdated data: Unified Germany and the euro area," Economic Modelling, Elsevier, vol. 28(3), pages 1405-1414, May.
  52. Ana María Cerro & José Pineda, 2002. "Latin American growth cycles. Empirical evidence: 1960 - 2000," Estudios de Economia, University of Chile, Department of Economics, vol. 29(1 Year 20), pages 89-108, June.
  53. Van Hoang, 2014. "The role of monetary policy in the New Keynesian Model: Evidence from Vietnam," William Davidson Institute Working Papers Series wp1075, William Davidson Institute at the University of Michigan.
  54. Moauro, Filippo, 2010. "A monthly indicator of employment in the euro area: real time analysis of indirect estimates," MPRA Paper 27797, University Library of Munich, Germany, revised 30 Dec 2010.
  55. Dr Martin Weale & Dr. James Mitchell, 2009. "Monthly and quarterly GDP estimates for interwar Britain," NIESR Discussion Papers 2493, National Institute of Economic and Social Research.
  56. Massimiliano Marcellino, 2007. "Pooling-Based Data Interpolation and Backdating," Journal of Time Series Analysis, Wiley Blackwell, vol. 28(1), pages 53-71, 01.
  57. Pagano, Marco, 1985. "Relative price variability and inflation : The Italian evidence," European Economic Review, Elsevier, vol. 29(2), pages 193-223.
  58. Raffaella Basile & Bruno Chiarini & Elisabetta Marzano, 2011. "Can we Rely upon Fiscal Policy Estimates in Countries with Unreported Production of 15 Per Cent (or more) of GDP?," CESifo Working Paper Series 3521, CESifo Group Munich.
  59. Robert B. Litterman, 1984. "Specifying vector autoregressions for macroeconomic forecasting," Staff Report 92, Federal Reserve Bank of Minneapolis.
  60. Jonas Stulz, 2007. "Exchange rate pass-through in Switzerland: Evidence from vector autoregressions," Economic Studies 2007-04, Swiss National Bank.
  61. Katja Rietzler, 2012. "The IMK’s Model of the German Economy," IMK Studies 29-2012, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
  62. G. C. Lim & C. R. McKenzie, 1998. "Testing the rationality of expectations in the Australian foreign exchange market using survey data with missing observations," Applied Financial Economics, Taylor & Francis Journals, vol. 8(2), pages 181-190.
  63. Bernd Hayo, 1998. "Money-Output Granger Causality Revisited: An Empirical Analysis of EU Countries," Macroeconomics 9809009, EconWPA.
  64. Clements, Michael P & Galvão, Ana Beatriz, 2006. "Macroeconomic Forecasting with Mixed Frequency Data : Forecasting US output growth and inflation," The Warwick Economics Research Paper Series (TWERPS) 773, University of Warwick, Department of Economics.
  65. Wolfgang Polasek & Richard Sellner, 2011. "Does Globalization affect Regional Growth? Evidence for NUTS-2 Regions in EU-27," Working Paper Series 24_11, The Rimini Centre for Economic Analysis.
  66. Pieroni, Luca & d'Agostino, Giorgio & Lorusso, Marco, 2008. "Can we declare military Keynesianism dead?," Journal of Policy Modeling, Elsevier, vol. 30(5), pages 675-691.
  67. Kemal Bagzibagli, 2012. "Monetary Transmission Mechanism and Time Variation in the Euro Area," Discussion Papers 12-12, Department of Economics, University of Birmingham.
  68. Ivan Petrella & Emiliano Santoro, 2012. "Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries," Birkbeck Working Papers in Economics and Finance 1202, Birkbeck, Department of Economics, Mathematics & Statistics.
  69. Sahin, Afsin & Tansel, Aysit & Berument, Hakan, 2011. "Output-Employment Relationship across Sectors: A Long- versus Short-Run Perspective," MPRA Paper 46875, University Library of Munich, Germany, revised 07 Jun 2012.
  70. Charles F. Mason, 2011. "Why do Firms Hold Oil Stockpiles?," Working Papers 2011.100, Fondazione Eni Enrico Mattei.
  71. Tim Oliver Berg, 2013. "Cross-country evidence on the relation between stock prices and the current account," Applied Economics, Taylor & Francis Journals, vol. 45(16), pages 2267-2277, June.
  72. Michael Ehrmann, 2000. "Comparing monetary policy transmission across European countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 136(1), pages 58-83, March.
  73. Ricardo Sanz, 1983. "Desagregación Temporal de Series Económicas," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 20(59), pages 85-100.
  74. Robert Lehmann & Klaus Wohlrabe, 2013. "Forecasting GDP at the regional level with many predictors," ERSA conference papers ersa13p15, European Regional Science Association.
  75. Proietti, Tommaso, 2008. "Band spectral estimation for signal extraction," Economic Modelling, Elsevier, vol. 25(1), pages 54-69, January.
  76. Ben S. Bernanke & Ilian Mihov, 1998. "Measuring Monetary Policy," The Quarterly Journal of Economics, MIT Press, vol. 113(3), pages 869-902, August.
  77. Bruggeman, Annick & Donnay, Marie, 2003. "A monthly monetary model with banking intermediation for the euro area," Working Paper Series 0264, European Central Bank.
  78. Giannone, Domenico & Reichlin, Lucrezia & Small, David H., 2006. "Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases," Working Paper Series 0633, European Central Bank.
  79. Nicholas Oulton & Sylaja Srinivasan, 2003. "Capital stocks, capital services, and depreciation: an integrated framework," Bank of England working papers 192, Bank of England.
  80. Bruno, Giancarlo, 2012. "Consumer confidence and consumption forecast: a non-parametric approach," MPRA Paper 41312, University Library of Munich, Germany.
  81. Guinnane, Timothy W. & Ogilvie, Sheilagh, 2008. "Institutions and Demographic Responses to Shocks: Wurttemberg, 1634-1870," Working Papers 44, Yale University, Department of Economics.
  82. Ernst, Ekkehard & Gong, Gang & Semmler, Willi & Bukeviciute, Lina, 2006. "Quantifying the impact of structural reforms," Working Paper Series 0666, European Central Bank.
  83. Dellas, Harris & Hess, Martin K, 2002. "Financial Development and the Sensitivity of Stock Markets to External Influences," Review of International Economics, Wiley Blackwell, vol. 10(3), pages 525-38, August.
  84. John McDermott & Viv B. Hall, . "A quarterly Post-World War II Real GDP Series for New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2009/12, Reserve Bank of New Zealand.
  85. Pedro Silos & Diego Vilán, 2009. "Is more still better? Revisiting the Sixth District Coincident Indicator," Economic Review, Federal Reserve Bank of Atlanta.
  86. Tommaso Proietti, 2004. "Temporal Disaggregation by State Space Methods: Dynamic Regression Methods Revisited," Econometrics 0411011, EconWPA.
  87. J. Isaac Miller, 2007. "Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error," Working Papers 0722, Department of Economics, University of Missouri, revised 15 Apr 2009.
  88. Domenico Giannone & Lucrezia Reichlin & David Small, 2008. "Nowcasting: the real time informational content of macroeconomic data releases," ULB Institutional Repository 2013/6409, ULB -- Universite Libre de Bruxelles.
  89. Donna K. Ginther & Madeline Zavodny, 2001. "The Beige Book: Timely information on the regional economy," Economic Review, Federal Reserve Bank of Atlanta, issue Q3, pages 19-29.
  90. Khieu Van, Hoang, 2014. "Budget deficit, money growth and inflation: Empirical evidence from Vietnam," MPRA Paper 54488, University Library of Munich, Germany, revised 12 Feb 2014.
  91. Locarno, Alberto & Massa, Massimo, 2005. "Monetary Policy Uncertainty and the Stock Market," CEPR Discussion Papers 4828, C.E.P.R. Discussion Papers.
  92. Klaus Abberger & Wolfgang Nierhaus, 2008. "Die ifo Konjunkturuhr: Ein Präzisionswerk zur Analyse der Wirtschaft," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, vol. 61(23), pages 16-24, December.
  93. Jesus Gonzalez-Garcia & Antonio Lemus & Mico Mrkaic, 2013. "Fiscal Multipliers in the ECCU," IMF Working Papers 13/117, International Monetary Fund.
  94. Jamie Gascoigne & Paul Turner, 2003. "Asymmetries in Bank of England Monetary Policy," Working Papers 2003007, The University of Sheffield, Department of Economics, revised Aug 2003.
  95. Travaglini, Guido, 2010. "Supervised Principal Components and Factor Instrumental Variables. An Application to Violent CrimeTrends in the US, 1982-2005," MPRA Paper 22077, University Library of Munich, Germany.
  96. Lupi, Claudio & Peracchi, Franco, 2003. "The limits of statistical information: How important are GDP revisions in Italy?," Economics & Statistics Discussion Papers esdp03005, University of Molise, Dept. EGSeI.
  97. Klaus Abberger & Wolfgang Nierhaus, 2011. "Construction of Composite Business Cycle Indicators in a Sparse Data Environment," CESifo Working Paper Series 3557, CESifo Group Munich.
  98. Doran, Justin & Fingleton, Bernard, 2012. "Economic shocks and growth: spatio-temporal perspectives on Europe's economies in a time of crisis," MPRA Paper 47292, University Library of Munich, Germany.
  99. G. Lamé & M. Lequien & P.-A. Pionnier, 2014. "Interpretation and limits of sustainability tests in public finance," Applied Economics, Taylor & Francis Journals, vol. 46(6), pages 616-628, February.
  100. Vincent Bouvatier, 2007. "Hot Money Inflows and Monetary Stability in China: How the People's Bank of China Took up the Challenge," Money Macro and Finance (MMF) Research Group Conference 2006 161, Money Macro and Finance Research Group.
  101. João Victor Issler & Hilton Hostalacio Notini & Claudia Fontoura Rodrigues, 2012. "Constructing coincident and leading indices of economic activity for the Brazilian economy," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing,CIRET, vol. 2012(2), pages 43-65.
  102. Idrovo Aguirre, Byron, 2007. "SEIA: Una mirada alternativa de la inversión
    [A new economic indicator]
    ," MPRA Paper 19367, University Library of Munich, Germany, revised 24 Dec 2007.
  103. Hasan Bakhshi & Nicholas Oulton & Jamie Thompson, 2003. "Modelling investment when relative prices are trending: theory and evidence for the United Kingdom," Bank of England working papers 189, Bank of England.
  104. Meyler, Aidan, 1999. "The Non-Accelerating Inflation Rate of Unemployment (NAIRU) in a Small Open Economy: The Irish Context," Research Technical Papers 5/RT/99, Central Bank of Ireland.
  105. Bernanke, Ben & Bohn, Henning & Reiss, Peter C., 1988. "Alternative non-nested specification tests of time-series investment models," Journal of Econometrics, Elsevier, vol. 37(3), pages 293-326, March.
  106. Kim, Hyun Hak & Swanson, Norman R., 2014. "Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence," Journal of Econometrics, Elsevier, vol. 178(P2), pages 352-367.
  107. Peter Hayes & Paul Turner, 2003. "Estimating Quarterly GDP for the Interwar UK Economy: An Application to the Employment Function," Working Papers 2003003, The University of Sheffield, Department of Economics, revised Mar 2003.
  108. Zhang, Chengsi, 2011. "Inflation persistence, inflation expectations, and monetary policy in China," Economic Modelling, Elsevier, vol. 28(1), pages 622-629.
  109. Curran, Declan & Funke, Michael, 2006. "Taking the temperature – forecasting GDP growth for mainland China," BOFIT Discussion Papers 6/2006, Bank of Finland, Institute for Economies in Transition.
  110. Eatzaz Ahmad", 1988. "Combining Yearly and Quarterly Data in Regression Analysis," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 27(4), pages 715-723.
  111. Victor Zarnowitz, 1987. "The Regularity of Business Cycles," NBER Working Papers 2381, National Bureau of Economic Research, Inc.
  112. Tommaso Proietti, 2004. "On the Estimation of Nonlinearly Aggregated Mixed Models," Econometrics 0411012, EconWPA.
  113. Gema De Cabo Serrano, 1998. "¿Incorpora la contabilidad nacional trimestral de España información útil de indicadores?," Investigaciones Economicas, Fundación SEPI, vol. 22(2), pages 277-291, May.
  114. David Norman & Thomas Walker, 2004. "Co-movement of Australian State Business Cycles," RBA Research Discussion Papers rdp2004-09, Reserve Bank of Australia.
  115. Iljoong Kim & Inbae Kim, 2005. "Endogenous changes in the exchange rate regime: A bureaucratic incentive model," Public Choice, Springer, vol. 125(3), pages 339-361, December.
  116. Jérôme Héricourt, 2005. "Monetary policy transmission in the CEECs : revisited results using alternative econometrics," Cahiers de la Maison des Sciences Economiques bla05020, Université Panthéon-Sorbonne (Paris 1).
  117. Robert Lehmann & Klaus Wohlrabe, 2014. "Forecasting gross value-added at the regional level: are sectoral disaggregated predictions superior to direct ones?," Jahrbuch für Regionalwissenschaft, Springer, vol. 34(1), pages 61-90, February.
  118. Litterman, Robert B, 1983. "A Random Walk, Markov Model for the Distribution of Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 1(2), pages 169-73, April.
  119. Pedregal, Diego J. & Pérez, Javier J., 2010. "Should quarterly government finance statistics be used for fiscal surveillance in Europe?," International Journal of Forecasting, Elsevier, vol. 26(4), pages 794-807, October.
  120. Judita Jurasekova Kucserova, 2009. "Effects of Monetary Policy Shocks in Slovakia," Working and Discussion Papers DP 1/2009, Research Department, National Bank of Slovakia.
  121. Garz, Marcel, 2014. "Consumption, labor income uncertainty, and economic news coverage," MPRA Paper 56076, University Library of Munich, Germany.
  122. Christian Dembiermont & Mathias Drehmann & Siriporn Muksakunratana, 2013. "How much does the private sector really borrow - a new database for total credit to the private non-financial sector," BIS Quarterly Review, Bank for International Settlements, March.
  123. Juan Carlos Caro & Byron Idrovo, 2010. "Metodología para generar Indicadores de Actividad en Infraestructura y Vivienda," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 47(136), pages 273-303.
  124. Nijman, Th. & Palm, F.C., 1984. "Missing observations in a quarterly model for the aggregate labor market in the Netherlands," Serie Research Memoranda 0013, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  125. Alain Durré & Bernard Laurens & Alexandre Chailloux, 2009. "Requirements for Using Interest Rates As An Operating Target for Monetary Policy:The Case of Tunisia," IMF Working Papers 09/149, International Monetary Fund.
  126. Paulo Soares Esteves & Gabriela Lopes de Castro, 2004. "Quarterly Series for the Portuguese Economy: 1977-2003," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
  127. Sax, Christoph & Steiner, Peter, 2013. "Temporal Disaggregation of Time Series," MPRA Paper 53389, University Library of Munich, Germany.
  128. Tao Wu & Michele Cavallo, 2012. "Measuring Oil-Price Shocks Using Market-Based Information," IMF Working Papers 12/19, International Monetary Fund.
  129. John C. Robertson & Ellis W. Tallman, 1999. "Vector autoregressions: forecasting and reality," Economic Review, Federal Reserve Bank of Atlanta, issue Q1, pages 4-18.
  130. Baoline Chen, 2007. "An Empirical Comparison of Methods for Temporal Distribution and Interpolation at the National Accounts," BEA Papers 0077, Bureau of Economic Analysis.
  131. Christian Schoder & Christian R. Proaño & Willi Semmler, 2012. "Are the current account imbalances between EMU countries sustainable?," IMK Working Paper 90-2012, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
  132. Richard M. Todd, 1988. "Implementing Bayesian vector autoregressions," Working Papers 384, Federal Reserve Bank of Minneapolis.
  133. Dungey, Mardi & Fry, Renée, 2009. "The identification of fiscal and monetary policy in a structural VAR," Economic Modelling, Elsevier, vol. 26(6), pages 1147-1160, November.
  134. Franklin D. Berger & Keith R. Phillips, 1995. "A new quarterly output measure for Texas," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q III, pages 16-23.
  135. Wolfgang Nierhaus, 2007. "Vierteljährliche volkswirtschaftliche Gesamtrechnungen für Sachsen mit Hilfe temporaler Disaggregation," ifo Dresden berichtet, Ifo Institute for Economic Research at the University of Munich, vol. 14(04), pages 24-36, 08.
  136. repec:dgr:uvatin:2011145 is not listed on IDEAS
  137. Cecilia Frale, . "Do Surveys Help in Macroeconomic Variables Disaggregation and Estimation?," Working Papers wp2008-2, Department of the Treasury, Ministry of the Economy and of Finance.
  138. Beate Schirwitz & Christian Seiler & Klaus Wohlrabe, 2009. "Regionale Konjunkturzyklen in Deutschland – Teil I: Die Datenlage," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, vol. 62(13), pages 18-24, 07.
  139. Jones, Barry E. & Dutkowsky, Donald H. & Elger, Thomas, 2005. "Sweep programs and optimal monetary aggregation," Journal of Banking & Finance, Elsevier, vol. 29(2), pages 483-508, February.
  140. Keith R. Phillips, 2004. "A new monthly index of the Texas business cycle," Working Papers 0401, Federal Reserve Bank of Dallas.
  141. Jorge A. Fornero, 2010. "Ricardian Equivalence Proposition in a NK DSGE Model for two Large Economies: The EU and the US," Working Papers Central Bank of Chile 563, Central Bank of Chile.
  142. repec:hal:journl:halshs-00193947 is not listed on IDEAS
  143. Christian Müller, 2006. "Testing Temporal Disaggregation," KOF Working papers 06-134, KOF Swiss Economic Institute, ETH Zurich.
  144. Gerdesmeier, Dieter & Roffia, Barbara, 2004. "Taylor rules for the euro area: the issue of real-time data," Discussion Paper Series 1: Economic Studies 2004,37, Deutsche Bundesbank, Research Centre.
  145. Ogaki, Masao & Park, Joon Y., 1997. "A cointegration approach to estimating preference parameters," Journal of Econometrics, Elsevier, vol. 82(1), pages 107-134.
  146. Proietti, Tommaso, 2008. "Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints: Nowcasting Monthly GDP and its Main Components," MPRA Paper 6860, University Library of Munich, Germany.
  147. Robert J. Gordon & Robert Krenn, 2010. "The End of the Great Depression 1939-41: Policy Contributions and Fiscal Multipliers," NBER Working Papers 16380, National Bureau of Economic Research, Inc.
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